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Rademacher Complexity of Neural ODEs via Chen-Fliess Series (2401.16655v3)

Published 30 Jan 2024 in stat.ML, cs.LG, cs.SY, eess.SY, and math.OC

Abstract: We show how continuous-depth neural ODE models can be framed as single-layer, infinite-width nets using the Chen--Fliess series expansion for nonlinear ODEs. In this net, the output weights'' are taken from the signature of the control input -- a tool used to represent infinite-dimensional paths as a sequence of tensors -- which comprises iterated integrals of the control input over a simplex. Thefeatures'' are taken to be iterated Lie derivatives of the output function with respect to the vector fields in the controlled ODE model. The main result of this work applies this framework to derive compact expressions for the Rademacher complexity of ODE models that map an initial condition to a scalar output at some terminal time. The result leverages the straightforward analysis afforded by single-layer architectures. We conclude with some examples instantiating the bound for some specific systems and discuss potential follow-up work.

Citations (2)

Summary

  • The paper provides a new representation of neural ODEs via Chen–Fliess series to analyze their generalization bounds using Rademacher complexity.
  • It recasts continuous-depth neural networks as infinite-width, single-layer architectures, enabling simplified analysis of complex dynamics.
  • Numeric examples validate the derived bounds, highlighting practical applications in bilinear and control-affine systems.

Analysis of Rademacher Complexity in Neural ODEs via Chen--Fliess Series

The paper "Rademacher Complexity of Neural ODEs via Chen--Fliess Series" explores the theoretical underpinnings of neural Ordinary Differential Equation (ODE) models through the lens of Rademacher complexity, utilizing the Chen--Fliess series expansion for nonlinear ODEs. By framing continuous-depth neural ODEs as single-layer, infinite-width networks, the authors employ techniques designed for these simpler architectures to analyze the generalization properties of neural ODEs.

Theoretical Framework

A central contribution of the paper is the representation of neural ODE models in terms of Chen--Fliess series. The series expansion allows the transformation of neural ODEs into a formalism where they can be treated as infinite series of iterated integrals and Lie derivatives. In this framework:

  • Weights: These are represented by the signature of the control input, composed of iterated integrals of the control input over a simplex.
  • Features: These are represented as iterated Lie derivatives of the output function concerning the vector fields in the controlled ODE model.

This creative approach translates the complexity of continuous-time dynamics into the more comprehensible static representation akin to single-layer neural architectures.

Rademacher Complexity and Generalization Bounds

The main theoretical result is a bound on the Rademacher complexity of ODE models interpreted through this series expansion. Rademacher complexity is utilized as a measure of the richness of the hypothesis class defined by these ODE models and provides insights into their generalization abilities. The authors derive explicit expressions for this complexity, which depend on certain numerical conditions related to the control input's magnitude, the time horizon, and properties of the system vector fields.

Numeric Examples

The paper provides illustrative examples to instantiate the derived generalization bounds. These examples are critical in showcasing the practical applications of the framework, such as bilinear systems and control-affine systems. In each scenario, the authors calculate the bounds to demonstrate the effectiveness of their method in determining the generalization potential of neural ODEs across diverse control settings.

Implications and Future Work

This paper presents profound implications for understanding the generalization capabilities of neural ODEs. By leveraging the Chen--Fliess series, the paper opens avenues for analyzing neural models with continuous-time components systematically. This has potential applications in effectively training neural ODEs by providing theoretical guarantees about their performance on unseen data.

Future research could further develop this analysis by exploring ways to relax the constraints on control magnitude or time horizon, which inherently limit the current framework. Additionally, exploring connections between control theory and statistical learning could yield richer insights into stability and robustness in neural ODE networks.

Overall, the paper offers a significant contribution to the theoretical toolkit available for neural ODEs, enhancing the understanding of their capacity and aiding in their effective deployment in various fields requiring neural dynamical systems.